The Local Power of the CUSUM and CUSUM of Squares Tests
研究了线性回归模型中CUSUM检验和CUSUM平方检验在检测结构变化时的局部功效，发现CUSUM平方检验的局部功效等于其检验水平，而CUSUM检验具有非平凡局部功效，从而颠覆了传统上对这两种检验的排序。
We consider the local power of the cusum and cusum of squares tests for structural change in the linear regression model. We show that the local power of the cusum of squares test equals its size for a wide class of structural changes, as compared to a nontrivial local power for the cusum test. The conventional ranking of these procedures is thus reversed.